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Episode #31: Mark Yusko, “Asset Allocation Matters Most”

Episode #31: Mark Yusko, “Asset Allocation Matters Most”   Guest: Mark Yusko. Mark is the Founder, CEO and Chief Investment Officer of Morgan Creek Capital Management. Prior to forming Morgan Creek, he was President, Chief Investment Officer and Founder of UNC Management Company, the Endowment…

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Episode #30: “Listener Q&A”

Episode #30: “Listener Q&A” Guest: Episode #30 has no guest, but is co-hosted by Meb’s co-worker, Jeff Remsburg. Date Recorded: 11/21/16 Run-Time: 1:01:18 Topics:  As Meb is back from another series of speaking engagements, Episode 30 starts with a brief recap of his travels. But…

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Bond Drawdowns

Ok, a 15% decline on the long bond isn’t the end of the world…but how does that look in context to history? Luckily we have lots of old posts on the blog that look at bond drawdowns and what they mean for future returns… Is…

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The Best Thanksgiving Recipes on the Internet

A few months ago we applied a quant approach to selecting recipes.  Let’s apply the same methodology we talked about before: “I’m a quant so I like to screen, sort, and rank till I’m blue in the face.  So, since cooking is basically just formulas,…

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Over-Rebalancing

Research Affiliates has been churning out some great content lately.  In their recent piece titled “Timing “Smart Beta” Strategies? Of Course! Buy Low, Sell High!” they examine some value based factor rotation strategies.  Namely, they examined rotating among the factors that had the worst 1,3,5,and…

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